新冠疫情危机期间绿色债券与传统债券收益率之间的关联性：疫苗接种进程的作用。
The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process.
作者信息
Apergis Nicholas
机构信息
Department of Banking and Financial Management, University of Piraeus, 80 Karaoli & Dimitriou, 18534 Piraeus, Greece.
出版信息
Econ Lett. 2023 Mar;224:111026. doi: 10.1016/j.econlet.2023.111026. Epub 2023 Feb 8.
Abstract
This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period.
摘要
本研究探讨了新冠疫情在绿色债券与传统债券关联性方面所起的作用。研究结果记录了从传统债券到绿色债券的溢出效应。结果表明，在压力时期，新兴的绿色债券市场不容忽视。
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本文引用的文献
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